given how obese modern pickups are, the minor weight reduction of deleting your emissions components will be at best unnoticeable, except for the coal you now roll and the diesel stink. Anyway, if reliability is your goal...
Common Problems
with that said typically the biggest sort of issues for power strokes seems to be their EGR coolers, coolant leaks, oil leaks, and turbo failures.
So if increasing reliability is your goal, I'd delete the EGR cooler, and do a minor tune to cut the check engine light. Also don't increase the power much to help protect the fragile turbo.
I have a diesel car, and most of my fuel economy and reliability improvements came from removing the EGR and cooler. I have my DPF and SCR still intact.